+463.0%
KGC vs GLDM
+143.3%
+319.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -0.8% |
| 7D | -1.3% | -0.5% | -0.7% | -0.3% |
| 30D | +20.3% | +4.4% | +15.9% | +12.5% |
| 3M | +8.1% | -1.1% | +9.1% | +11.7% |
| 6M | -8.8% | -13.7% | +4.9% | +19.5% |
| YTD | +10.1% | +2.8% | +7.3% | +4.2% |
| 1Y | +44.2% | +24.8% | +19.4% | -4.0% |
| 3Y | +533.0% | +127.8% | +405.2% | +31.8% |
| All | +463.0% | +143.3% | +319.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling